Anic Equity¶

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Total return since start: 0.571 %¶

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Equity now: -----------------------------> 47983.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46588.72 Kr¶

PnL: ---------------------------------------> -299.85 Kr¶

DD now: ---------------------------------> -1.329 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:00:00.948006'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: 0.148 %¶

Total¶

Return: 57.086 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.000000 3208.400000 237.400000 7.990000 2971.000006
HEBA B 70 0.000000 2838.500000 202.500000 7.680000 2636.000010
Corem Property Group B 59 0.000000 633.070000 56.070000 9.720000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
HMS Networks 2 0.000000 717.200000 44.200000 6.570000 673.000000
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.000000 397.000000 42.000000 11.830000 355.000000
Boozt 12 0.000000 1688.400000 34.400000 2.080000 1653.999996
FM Mattsson Mora Group B 50 0.000000 2960.000000 33.000000 1.130000 2927.000000
Resurs Holding 22 0.000000 603.680000 29.680000 5.170000 573.999998
SAAB B 8 0.000000 3403.200000 26.200000 0.780000 3377.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
Intrum 4 0.000000 546.400000 19.400000 3.680000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 0.000000 544.600000 16.600000 3.140000 527.999997
Coor Service Management Hold. 8 0.000000 546.800000 14.800000 2.780000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.000000 579.960000 9.960000 1.750000 570.000000
Karnov Group 9 0.000000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 0.000000 568.500000 4.500000 0.800000 564.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 248.880000 2.880000 1.170000 246.000000
CTEK 13 0.000000 536.640000 2.640000 0.490000 533.999999
Handelsbanken A 5 0.000000 546.000000 0.000000 0.000000 546.000000
Creaspac SPAC 6 0.000000 576.600000 -0.400000 -0.070000 577.000002
Sampo Oyj SDB 7 0.000000 3843.000000 -7.000000 -0.180000 3850.000000
Nordea Bank Abp 29 0.000000 3444.040000 -9.960000 -0.290000 3453.999992
Essity B 2 0.000000 563.200000 -10.800000 -1.880000 574.000000
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity A 4 -0.180000 1130.000000 -19.000000 -1.650000 1149.000000
International Petroleum Corp. 5 0.000000 575.000000 -19.570000 -3.290000 594.565215
Vivesto 1368 0.000000 551.580000 -61.420000 -10.020000 612.999432
Axfood 13 0.000000 3660.800000 -95.200000 -2.530000 3756.000001
OX2 18 0.000000 1440.000000 -224.000000 -13.460000 1663.999992
Fasadgruppen Group 35 0.000000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46588.720000 -299.850000 -1.32883% 46888.564618

Updated:¶

'2023-01-24 09:00:14.617929'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶